I've been living in Spanish Basque Country for a year and I have no friends either! And I'm pretty sociable and a good friend to have, I reckon. Problem is here everyone has their friendship groups already (mi cuadrilla), usually friends from school or work or family.
People don't move in and out much so once you have your friends, that's it, you don't need more. Basque people are notoriously insular. It's frustrating, and I'll be honest, I've stopped making an effort. I want to move from here next year anyhow, so right now, I'm just focusing on my child and my husband and writing and lying low. Kind of sucks.